2nd Reply (I can't under your last comment) :
You're right that those...

... films are weird, but at first I didn't think they belong in the list, you're also right that "A Serbian Film" is popular, but so are "Guinea Pig" and "Nekromantik" IMO. I think the OP was trying to include less known movies, in that case, you're right about "A Serbian Film", it shouldn't be here. Maybe "Zelyonyy slonik " (The Green Elephant).. no, that film is just gross. "Grotesque" ? Well it's the OP's choice. You should do your own list, I'd check it ;)